Market Structure, Risk Preferences, and Forward Contracting Incentives

A-Tier
Journal: Journal of Industrial Economics
Year: 2023
Volume: 71
Issue: 4
Pages: 1146-1202

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We examine the determinants of the levels of forward contracting preferred by generators and buyers of electricity. Increased forward contracting systematically reduces the variance of a generator's profit, so a generator prefers higher levels of forward contracting as market uncertainty or its aversion to risk increases. In contrast, increased forward contracting can either increase or reduce the variance of a buyer's profit. Consequently, a buyer can prefer either reduced or increased levels of forward contracting as market uncertainty or its aversion to risk increases.

Technical Details

RePEc Handle
repec:bla:jindec:v:71:y:2023:i:4:p:1146-1202
Journal Field
Industrial Organization
Author Count
2
Added to Database
2026-01-24